Haven't tested them side by side, but they're a hell of a lot better than using the built-in mic.
Have you looked at the little Sennheiser one too?
http://www.sennheiser.ca/live/senn/produit/en/1238/163
I personally use the RODE Stereo VideoMic, and I'm quite happy with it. It's more omni-directional than the Pro, IIRC.